+528.5%
REPL vs CASY
-20.4%
+548.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -0.3% | +8.3% | +7.9% |
| 7D | +22.8% | +1.1% | +21.7% | +23.2% |
| 30D | +63.8% | +8.7% | +55.1% | +66.4% |
| 3M | +68.1% | -17.3% | +85.4% | +61.7% |
| 6M | +528.5% | -19.7% | +548.2% | +576.8% |
| All | +528.5% | -20.4% | +548.9% | +576.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded CASY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling